+1,239.6%
CDNS vs FTI
+2,165.1%
-925.5%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.3% | -3.7% | -3.9% |
| 7D | -14.0% | +5.3% | -19.3% | -15.2% |
| 30D | -13.2% | +15.3% | -28.5% | -16.7% |
| 3M | -28.9% | +15.8% | -44.7% | -32.0% |
| 6M | -4.2% | +22.6% | -26.7% | -10.2% |
| YTD | -6.4% | +79.5% | -85.9% | -21.2% |
| 1Y | -16.2% | +102.0% | -118.2% | -32.1% |
| 3Y | +20.2% | +315.8% | -295.6% | -22.1% |
| 5Y | +76.6% | +1,129.5% | -1,052.9% | -21.2% |
| 10Y | +1,029.7% | +320.9% | +708.7% | +470.9% |
| All | +1,239.6% | +2,165.1% | -925.5% | +167.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FTI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling